/usr/include/ql/cashflows/timebasket.hpp is in libquantlib0-dev 1.7.1-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2003 Decillion Pty(Ltd)
Copyright (C) 2003 StatPro Italia srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file timebasket.hpp
\brief distribution over a number of date ranges
*/
#ifndef quantlib_time_basket_hpp
#define quantlib_time_basket_hpp
#include <ql/time/date.hpp>
#include <ql/utilities/null.hpp>
#include <vector>
#include <map>
namespace QuantLib {
//! Distribution over a number of dates
class TimeBasket : private std::map<Date,Real> {
// this is needed for Visual C++ 6
typedef std::map<Date,Real> super;
public:
TimeBasket() {}
TimeBasket(const std::vector<Date>& dates,
const std::vector<Real>& values);
//! \name Map interface
//@{
//! returns the number of entries
using super::size;
//! element access
using super::operator[];
// iterators
typedef super::iterator iterator;
typedef super::const_iterator const_iterator;
typedef super::reverse_iterator reverse_iterator;
typedef super::const_reverse_iterator const_reverse_iterator;
using super::begin;
using super::end;
using super::rbegin;
using super::rend;
//! membership
bool hasDate(const Date&) const;
//@}
//! \name Algebra
//@{
TimeBasket& operator+=(const TimeBasket& other);
TimeBasket& operator-=(const TimeBasket& other);
//@}
//! \name Other methods
//@{
//! redistribute the entries over the given dates
TimeBasket rebin(const std::vector<Date>& buckets) const;
//@}
};
// inline definitions
inline bool TimeBasket::hasDate(const Date& d) const {
const_iterator i = find(d);
return i != end();
}
inline TimeBasket& TimeBasket::operator+=(const TimeBasket& other) {
super& self = *this;
for (const_iterator j = other.begin(); j != other.end(); j++)
self[j->first] += j->second;
return *this;
}
inline TimeBasket& TimeBasket::operator-=(const TimeBasket& other) {
super& self = *this;
for (const_iterator j = other.begin(); j != other.end(); j++)
self[j->first] -= j->second;
return *this;
}
}
#endif
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